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6.4 Asymptotic Analysis of Hit Probability 105<br />

g(x)<br />

0.875<br />

x<br />

Fig. 6.1 The graph of g(x)=x w (1 − x) − p w w<br />

q when w=7 and p=0.7. It increases in (0, w+1<br />

) and<br />

decreases in (<br />

w+1 w ,1).<br />

where the equality sign is possible only if all terms on the left have the same argument,<br />

that is, if r = r 0 . Hence, r 0 is larger in absolute value than any other root of<br />

f (x).<br />

Let f (x) has the following distinct roots<br />

r 0 ,r 1 ,r 2 ,···,r wθ −1,<br />

where r 0 > |r 1 |≥|r 2 |≥···≥|r wθ −1|. Then, By (6.10), we have that<br />

¯Θ n = a 0 r n 0 + a 1r n 1 + ···+ a w θ −1r n w θ −1 . (6.11)<br />

where a i s are constants to be determined. Because<br />

θ i = ¯Θ i−1 − ¯Θ i = p w q<br />

for any i = w θ + 1,...,2w θ , we obtain the following linear equation system with<br />

a i ’s as variables<br />

⎧<br />

⎪⎨<br />

⎪⎩<br />

a 0 (1 − r 0 )r w θ<br />

0<br />

+ a 1 (1 − r 1 )r w θ<br />

1<br />

+ ··· + a wθ −1(1 − r wθ −1)r w θ<br />

w θ −1<br />

a 0 (1 − r 0 )r w θ +1<br />

0<br />

+ a 1 (1 − r 1 )r w θ +1<br />

1<br />

+ ··· + a wθ −1(1 − r wθ −1)r w θ +1<br />

w θ −1<br />

···<br />

a 0 (1 − r 0 )r 2w θ −1<br />

0<br />

+ a 1 (1 − r 1 )r 2w θ −1<br />

1<br />

+ ··· + a wθ −1(1 − r wθ −1)r 2w θ −1<br />

w θ −1<br />

Solving this linear equation system and using r w θ<br />

i (1 − r i )=p w θ q, we obtain<br />

p w qf(1)<br />

a i =<br />

(1 − r i ) 2 r w θ<br />

i<br />

f ′ (r i ) = (p − r i )r i<br />

q[w θ − (w θ + 1)r i ] , i = 1,2,...,w θ − 1.<br />

Thus, (6.11) implies<br />

= p w q<br />

= p w q<br />

= p w q

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